this is kind of irritating. It has also probably been discussed before.
The plot-command works fine, the plot appears as expected, but on the terminal there is a message
gnuplot> nset obj 1;
^ line 0: invalid command
After lots of googling and some grepping I found this line in /usr/local/share/octave/3.6.3/m/plot/private/__go_draw_axes__.m
Only there it says "unset obj". More specifically it says "fputs (plot_stream, "unset obj 1; \\\n");"
The problem can be solved by replacing every occurence of "unset obj" in the script with " unset obj".
It would appear that the function fputs() does not work correctly and truncates the first character of this string. The solution mentioned above simply adds a space-character, that is then truncated.